Optimizing math functions

Esmail ebonak at hotmail.com
Sat May 23 16:06:09 CEST 2009


Steven D'Aprano wrote:
> On Sat, 23 May 2009 09:22:59 -0400, Esmail wrote:
> 
>> Hello all,
>>
>> I would like to maximize or minimize a given math function over a
>> specific set of values, in Python preferably.
> ...
>> What it apparently can't do is for maximize (or minimize) functions that
>> contain two variables, x and y, or more. 
> 
> Function minimization is a well-studied problem. You will find oodles of 
> references to doing function minimization if you google. In fact, if you 
> google for "python function minimization" you should find about 63,000 
> links.

Hi Steven,

Right you are (63,700!) ... I don't know what search string I used
before, but clearly not this rather obvious one .. duh.


> Minimizing functions of two variables is difficult, as a general rule. 
> Nevertheless, there are tools for doing so. Check out SciPy.

I will - thanks. I have tools for 1D, I mostly am interested in 2D
optimization at this point, mostly as a way to verifying some results
I am calculating.

Hopefully SciPy will provide a nice simple interface to help me do
this.

Thanks,
Esmail




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